Analysis run in : 2024-09-28 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -50,897 | 79,697 | 0.147895 | 0.094954 |
| 1 | equities | 1170E1 | VIX FUTURES | -5,067 | 1,446 | 1.514836 | 1.946302 |
| 2 | equities | 239742 | RUSSELL E-MINI | 22,147 | 20,092 | 1.608097 | 2.329825 |
| 3 | equities | 12460+ | DJIA Consolidated | 15,438 | 2,376 | 1.439603 | 0.944062 |
| 4 | equities | 209742 | NASDAQ MINI | 20,810 | -5,612 | 0.582170 | 1.161270 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | 0 | 0 | 0.000000 | 0.000000 |
| 6 | rates | 043602 | UST 10Y NOTE | -1,018,025 | 13,901 | -1.268418 | -1.875256 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,546,801 | 12,888 | 0.999978 | -0.375469 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,054,006 | -27,369 | 0.726517 | 0.143109 |
| 9 | rates | 020601 | UST BOND | -150,502 | -58,495 | -2.771277 | -3.229421 |
| 10 | rates | 045601 | FED FUNDS | 215,860 | 37,053 | 2.363167 | 2.224223 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 950 | -840 | -2.382368 | -0.974995 |
| 13 | currencies | 097741 | JAPANESE YEN | 64,063 | 7,933 | 1.082663 | 1.777104 |
| 14 | currencies | 099741 | EURO FX | 86,748 | 2,203 | 0.755425 | 1.250083 |
| 15 | currencies | 096742 | BRITISH POUND | 93,996 | 26,191 | 0.097021 | 0.810459 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -9,425 | 29,791 | 0.625806 | 1.085382 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -66,834 | 8,450 | 1.314483 | 0.920524 |
| 18 | currencies | 095741 | MEXICAN PESO | 12,289 | 4,481 | -1.616019 | -1.615196 |
| 19 | currencies | 112741 | NZ DOLLAR | -1,458 | 432 | -0.212684 | -0.065667 |
| 20 | currencies | 092741 | SWISS FRANC | -20,612 | -2,577 | 0.968142 | 1.393071 |
| 21 | commodities | 133741 | BITCOIN | -1,669 | -565 | -1.936261 | -2.047099 |
| 22 | commodities | 06765T | BRENT LAST DAY | -31,760 | -7,390 | -2.429922 | -1.543867 |
| 23 | commodities | 088691 | GOLD | 313,939 | 6,175 | 1.577526 | 2.114940 |
| 24 | commodities | 085692 | COPPER- #1 | 34,905 | 13,638 | 0.420221 | -0.254606 |
| 25 | commodities | 023651 | NAT GAS NYME | -90,504 | -1,152 | -0.074535 | 0.587341 |
| 26 | commodities | 111659 | GASOLINE RBOB | 30,564 | 13,795 | 0.382438 | -0.542080 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -15,656 | -1,685 | -2.071075 | -2.769260 |
| 28 | commodities | 084691 | SILVER | 61,403 | 5,071 | 1.841554 | 2.006291 |
| 29 | commodities | 076651 | PLATINUM | 25,287 | 3,648 | 1.202048 | 0.998641 |
| 30 | commodities | 002602 | CORN | -63,793 | -3,065 | 1.340723 | 1.179360 |
| 31 | commodities | 005602 | SOYBEANS | -81,184 | 41,890 | 2.483860 | 1.027815 |
| 32 | commodities | 001602 | WHEAT-SRW | -17,717 | 485 | 1.715132 | 1.303460 |
| 33 | commodities | 001612 | WHEAT-HRW | -11,335 | -3,087 | 1.397983 | 1.008753 |
| 34 | commodities | 057642 | LIVE CATTLE | 67,947 | 8,825 | -0.391955 | -0.500780 |
| 35 | commodities | 054642 | LEAN HOGS | 62,762 | 15,167 | 1.963489 | 0.470480 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 123,393 | 57,448 | 2.382316 | 2.327277 |
| 37 | commodities | 033661 | COTTON NO. 2 | -11,382 | 10,994 | 1.615341 | -0.248942 |
| 38 | commodities | 083731 | COFFEE C | 65,311 | -1,843 | -0.026449 | -0.119701 |
| 39 | commodities | 073732 | COCOA | 30,126 | 2,717 | 2.381232 | 2.297704 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 4,128 | 253 | 1.254713 | 0.744242 |
Plotting plotly¶
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